+485.4%
P vs PNC
+286.4%
+199.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +6.5% | +1.4% | +5.1% | +5.8% |
| 30D | +18.8% | -3.8% | +22.7% | +21.4% |
| 3M | +26.7% | +9.0% | +17.7% | +20.9% |
| 6M | +62.2% | +16.6% | +45.5% | +48.5% |
| YTD | +48.5% | +20.4% | +28.1% | +33.7% |
| 1Y | +26.4% | +22.3% | +4.1% | +11.9% |
| 3Y | +159.4% | +124.5% | +34.9% | +61.8% |
| 5Y | +275.8% | +54.1% | +221.7% | +181.8% |
| 10Y | +732.0% | +276.3% | +455.8% | +249.3% |
| All | +485.4% | +286.4% | +199.0% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling